NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	3.367	3.278	-0.089	-2.6%	3.339
High	3.388	3.289	-0.099	-2.9%	3.459
Low	3.290	3.227	-0.063	-1.9%	3.336
Close	3.292	3.231	-0.061	-1.9%	3.355
Range	0.098	0.062	-0.036	-36.7%	0.123
ATR	0.088	0.087	-0.002	-1.9%	0.000
Volume	5,880	6,099	219	3.7%	32,139

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.435	3.395	3.265
R3	3.373	3.333	3.248
R2	3.311	3.311	3.242
R1	3.271	3.271	3.237	3.260
PP	3.249	3.249	3.249	3.244
S1	3.209	3.209	3.225	3.198
S2	3.187	3.187	3.220
S3	3.125	3.147	3.214
S4	3.063	3.085	3.197

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.752	3.677	3.423
R3	3.629	3.554	3.389
R2	3.506	3.506	3.378
R1	3.431	3.431	3.366	3.469
PP	3.383	3.383	3.383	3.402
S1	3.308	3.308	3.344	3.346
S2	3.260	3.260	3.332
S3	3.137	3.185	3.321
S4	3.014	3.062	3.287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.453	3.227	0.226	7.0%	0.079	2.5%	2%	False	True	6,759
10	3.459	3.227	0.232	7.2%	0.077	2.4%	2%	False	True	6,741
20	3.687	3.227	0.460	14.2%	0.084	2.6%	1%	False	True	7,561
40	3.722	3.227	0.495	15.3%	0.086	2.6%	1%	False	True	6,692

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.553
2.618	3.451
1.618	3.389
1.000	3.351
0.618	3.327
HIGH	3.289
0.618	3.265
0.500	3.258
0.382	3.251
LOW	3.227
0.618	3.189
1.000	3.165
1.618	3.127
2.618	3.065
4.250	2.964

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	3.258	3.332
PP	3.249	3.298
S1	3.240	3.265

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These figures are updated between 7pm and 10pm EST after a trading day.

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